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Tina Fey Said Goodbye to Fancy Dresses on 'David Letterman'

"This is my last time wearing a fancy dress on a talk show and conforming to gender norms out of respect to you," Fey said before stripping down to her Spanx and a leotard.

When David Letterman says goodbye to "The Late Show" on May 20, Tina Fey will say goodbye to something of her own: the convention of wearing fancy dresses on talk shows. 

During her final appearance on the show on Thursday, Fey — who claims to have appeared on "Letterman" some 20 times during his tenure ("because I live nearby and people cancel a lot") — vowed never to wear a fancy dress on a talk show again. "It's very hard work," she explained, gesturing to her fitted Reem Acra sheath dress. "I don't know if you're aware of the contraptions under here. It's almost medical. And I'm terrible in heels."

Fey said she has always worn fancy dresses to see Letterman out of respect for her host. But Jimmy Fallon? "That's creepy, he's like my brother." James Corden? "I'm going to wear special underwear for James Corden? That's not going to happen. The next time you see me I'm going to be playing charades in a slanket."

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With that, Fey announced that she was giving Letterman her dress right then and there, stripping down to reveal her "contraptions": an underwire bra, a pair of Spanx shorts and a black leotard that read "Bye Dave" on the front "and #LastDressEver" on the back.

Letterman could only repeat: "I don't know what to say. Oh my god. Oh my god," as Fey struck a series of poses and adjusted her Spanx.